API status

Time-weighted returns

Upvest provides time-weighted returns (TWR) for individual accounts via its API.

Time-weighted return is a proven method of measuring account performance. It ignores external cash flows and only reflects the performance of the account based on the structure of the positions.

For this purpose, Upvest offers daily calculations of time-weighted returns in webhook events and an endpoint for accessing the time series of historical returns.

Accessing time-weighted returns data

To retrieve the history of daily returns data of a specified account, submit the following call to the API:

GET /accounts/{account_id}/returns

Path parameter

ParameterDescriptionExample
account_idRequired: The unique identifier of the user's account.51cdc0cc-9042 11ed-b0172eabd 0c03f8a

Optional query parameters

ParameterDescriptionExample
start_dateOptional: The start date for the time series of returns (including the specified date).2024-01-01
end_dateOptional: The end date for the income time series.2024-01-31

If both the start and end dates are empty, the Investment API returns data of the last month.

Example response

{
  "meta":{
    "offset": 0,
    "limit": 100,
    "count": 2,
    "total_count": 2,
    "sort": "date",
    "order": "ASC"
  },
  "data": [
    {
      "account_id": "bbe9e784-e009-4cb6-a07c-24831897327b",
      "date": "2023-09-01T00:00:00Z",
      "twr": {
        "daily": "0.0132434142",
        "cumulative": "0.0324353234",
        "cumulative_start_date": "2023-08-01T00:00:00Z"
      }
    },
    {
      "account_id": "bbe9e784-e009-4cb6-a07c-24831897327b",
      "date": "2023-09-02T00:00:00Z",
      "twr": {
        "daily": "-0.005116543491",
        "cumulative": "0.0271528232",
        "cumulative_start_date": "2023-08-01T00:00:00Z"
      }
    }
  ]
}